+376.4%
TTD vs SIRI
-11.1%
+387.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.3% |
| 7D | -0.6% | +0.6% | -1.2% | -0.8% |
| 30D | +6.3% | +2.5% | +3.8% | +5.2% |
| 3M | -24.1% | +6.6% | -30.7% | -25.9% |
| 6M | -47.4% | +32.9% | -80.3% | -53.0% |
| YTD | -62.2% | +50.5% | -112.7% | -68.0% |
| 1Y | -68.3% | +28.0% | -96.3% | -71.6% |
| 3Y | -83.4% | -22.4% | -61.0% | -83.4% |
| 5Y | -80.3% | -41.3% | -39.0% | -79.5% |
| All | +376.4% | -11.1% | +387.5% | +300.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling